-22.8%
STM vs MKC
-1.3%
-21.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.8% |
| 7D | +1.4% | -7.0% | +8.5% | -2.8% |
| 30D | -8.4% | +4.1% | -12.4% | -5.8% |
| 3M | -15.8% | -10.3% | -5.5% | -21.1% |
| 6M | -22.8% | +1.7% | -24.5% | -11.4% |
| All | -22.8% | -1.3% | -21.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling